An analysis of mathematical model of Taiwan listed stock price
碩士 === 國立高雄師範大學 === 數學系 === 89 === Many people are interested in predicting of the future stock price. Models of stock price behavior are usually expressed in terms of Wiener processes. This is a physical theory derived from the observation of the vibration of air molecular and later appl...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16942433308590608999 |
| Summary: | 碩士 === 國立高雄師範大學 === 數學系 === 89 === Many people are interested in predicting of the future stock price. Models of stock price behavior are usually expressed in terms of Wiener processes. This is a physical theory derived from the observation of the vibration of air molecular and later applied to explain the variance of stock price behavior. Based on this theory, I adopt Ito's process to decomposite the volatility of stock price into two parts -- the trend component and the noise component. Thus, the mathematical model of Taiwan's listed stock price is predicted in the manner of simulation.
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